Yea as said its take a little more to make DKIM to work on Cpanel servers but it is possible. Domainkeys will get you by though.

Directadmin supports DKIM though. You just have to enable it in the configurations file.

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Both DKIM and DomainKeys were released at the same time but only DKIM should be used as DomainKeys is/was soon deprecated.

That being said, most major players released DMARC a few weeks ago. Read more on it - http://www.dmarc.org/

Personally I find that DKIM is more trouble than it's worth for the average person. We do implement it for customers that want it and use it ourselves, but it can have some nasty side-effects on encrypted messages, server-side added signatures and so on. The main reason to use DKIM/SPF is if you really have someone who tries to impersonate you and sends e-mails out as yourself. It's worth it then, but again, penetration of DKIM/SPF has to be high enough on the Internet ( which it isn't ) that the remote party can also verify those tags.

Here's what DKIM won't do for you, in case this is what you are after: